+277.7%
ELF vs SEDG
+131.9%
+145.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.7% | -3.7% |
| 7D | -6.8% | +3.6% | -10.4% | -7.2% |
| 30D | +5.1% | +9.3% | -4.2% | +3.9% |
| 3M | +79.8% | -39.1% | +118.9% | +87.1% |
| 6M | +29.7% | +1.8% | +27.9% | +24.8% |
| YTD | +31.6% | +22.0% | +9.6% | +22.6% |
| 1Y | -27.9% | +17.2% | -45.1% | -33.1% |
| 3Y | -26.4% | -76.3% | +49.9% | -24.8% |
| 5Y | +235.6% | -87.2% | +322.9% | +255.9% |
| All | +277.7% | +131.9% | +145.7% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling